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Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav; Gospodinov, Nikolaj - 2011
Persistent link: https://www.econbiz.de/10009243504
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Specification testing in models with many instruments
Anatolyev, Stanislav (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003796112
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Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav - 2011
Persistent link: https://www.econbiz.de/10015069135
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Bootstrap-based inference in models with a nearly noninvertible moving average component
Gospodinov, Nikolaj - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10001660381
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Asymptotic confidence intervals for impulse responses of near-integrated processes
Gospodinov, Nikolaj - In: The econometrics journal 7 (2004) 2, pp. 505-527
Persistent link: https://www.econbiz.de/10002463591
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Inference in nearly nonstationary SVAR models with long-run identifying restrictions
Gospodinov, Nikolaj - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003992783
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Nonparametric estimation of nonlinear rational expectation models
Anatolyev, Stanislav - In: Economics letters 62 (1999) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001256040
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The form of the optimal nonlinear instrument for multiperiod conditional moment restrictions
Anatolyev, Stanislav - In: Econometric theory 19 (2003) 4, pp. 602-609
Persistent link: https://www.econbiz.de/10001777186
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Instrumental variables estimation and inference in the presence of many exogenous regressors
Anatolyev, Stanislav - In: The econometrics journal 16 (2013) 1, pp. 27-72
Persistent link: https://www.econbiz.de/10009722515
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Inference in regression models with many regressors
Anatolyev, Stanislav - In: Journal of econometrics 170 (2012) 2, pp. 368-382
Persistent link: https://www.econbiz.de/10009686793